``````[![Build Status](https://travis-ci.org/safwank/Numerix.svg?branch=master)](https://travis-ci.org/safwank/Numerix)

# Numerix

A collection of useful mathematical functions in Elixir with a slant towards statistics, linear algebra and machine learning.

## Installation

```elixir
def deps do
[{:numerix, "~> 0.5"}]
end
```

Ensure `numerix` and its dependencies are started before your application:

```elixir
def application do
[applications: [:numerix, :gen_stage, :flow]]
end
```

## Examples

Check out the [tests](https://github.com/safwank/Numerix/tree/master/test) for examples.

## Documentation

Check out the [API reference](https://hexdocs.pm/numerix/api-reference.html) for the latest documentation.

## Features

### Tensor API

Numerix now includes a Tensor API that lets you implement complex math functions with little code, similar to what you get from `numpy`. And since this is written in Elixir, it uses `Flow` to parallelize independent pieces of computation to speed things up! Depending on the type of calculations you're doing, the bigger the data and the more cores you have, the faster it gets.

### Statistics

* Mean
* Weighted mean
* Median
* Mode
* Range
* Variance
* Population variance
* Standard deviation
* Population standard deviation
* Moment
* Kurtosis
* Skewness
* Covariance
* Weighted covariance
* Population covariance
* Quantile
* Percentile

### Correlation functions

* Pearson
* Weighted Pearson

### Distance functions

* Mean squared error (MSE)
* Root mean square error (RMSE)
* Pearson
* Minkowski
* Euclidean
* Manhattan
* Jaccard

### General math functions

* nth root

### Special functions

* Logit
* Logistic

### Window functions

* Gaussian

### Linear algebra

* Dot product
* L1-norm
* L2-norm
* p-norm
* Vector subtraction and multiplication

### Linear regression

* Least squares best fit
* Prediction
* R-squared

### Kernel functions

* RBF

### Optimization

* Genetic algorithms

### Neural network activation functions

* softmax
* softplus
* softsign
* sigmoid
* ReLU, leaky ReLU, ELU and SELU
* tanh``````